Anic Equity¶

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Total return since start: 0.55 %¶

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Equity now: -----------------------------> 47356.57 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45961.59 Kr¶

PnL: ---------------------------------------> -926.98 Kr¶

DD now: ---------------------------------> -2.618 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 14:23:11.358465'

Anic Portfolio¶

This Week¶

Return: -1.151 %¶

Total¶

Return: 55.049 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 2.660000 3090.000000 163.000000 5.570000 2927.000000
HEBA B 70 0.250000 2796.500000 160.500000 6.090000 2636.000010
HMS Networks 2 15.500000 798.800000 125.800000 18.690000 673.000000
SAAB B 8 1.240000 3450.400000 73.400000 2.170000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 1.250000 396.900000 41.900000 11.800000 355.000000
MedCap 2 -0.430000 459.000000 38.000000 9.030000 421.000000
Boozt 12 1.370000 1690.800000 36.800000 2.220000 1653.999996
Corem Property Group B 59 -0.670000 613.010000 36.010000 6.240000 576.999999
Intrum 4 4.380000 553.400000 26.400000 5.010000 527.000000
Resurs Holding 22 -0.950000 596.200000 22.200000 3.870000 573.999998
AcadeMedia 12 -1.190000 578.640000 21.640000 3.890000 557.000004
Eastnine 4 0.640000 505.600000 14.600000 2.970000 491.000000
Fastighetsbolag. Emilshus Pref 21 -0.360000 573.300000 11.300000 2.010000 562.000005
Swedbank A 3 -0.800000 575.100000 11.100000 1.970000 564.000000
Securitas B 6 0.080000 579.240000 9.240000 1.620000 570.000000
OEM International B 7 -0.130000 536.900000 8.900000 1.690000 527.999997
Karnov Group 9 0.000000 540.900000 4.900000 0.910000 536.000004
Coor Service Management Hold. 8 0.150000 536.000000 4.000000 0.750000 532.000000
Norva24 Group 16 0.060000 546.560000 3.560000 0.660000 543.000000
Creaspac SPAC 6 0.520000 580.200000 3.200000 0.550000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.390000 248.640000 2.640000 1.070000 246.000000
CTEK 13 0.640000 532.480000 -1.520000 -0.280000 533.999999
Nordea Bank Abp 29 -0.600000 3448.100000 -5.900000 -0.170000 3453.999992
Handelsbanken A 5 -0.320000 538.000000 -8.000000 -1.470000 546.000000
Midsona B 63 0.790000 565.740000 -17.260000 -2.960000 582.999984
Essity B 2 -3.150000 541.600000 -32.400000 -5.640000 574.000000
International Petroleum Corp. 5 -0.630000 549.000000 -45.570000 -7.660000 594.565215
Essity A 4 -2.860000 1086.000000 -63.000000 -5.480000 1149.000000
Vivesto 1368 2.050000 544.460000 -68.540000 -11.180000 612.999432
Sampo Oyj SDB 7 -1.190000 3769.500000 -80.500000 -2.090000 3850.000000
Beijer Electronics Group 26 -8.610000 2870.400000 -100.600000 -3.390000 2971.000006
Fasadgruppen Group 35 0.580000 3654.000000 -157.000000 -4.120000 3810.999990
OX2 18 1.030000 1417.500000 -246.500000 -14.810000 1663.999992
Axfood 13 -2.870000 3473.600000 -282.400000 -7.520000 3756.000001
Ovzon 52 -1.130000 2730.000000 -632.000000 -18.800000 3361.999992
TOTAL 45966.470000 -922.100000 -2.60835% 46888.564618

Updated:¶

'2023-01-26 14:22:04.453453'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶